+1,199.1%
SPXL vs IT
+103.1%
+1,096.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.8% | -1.8% |
| 7D | -2.5% | -3.7% | +1.1% | 0.0% |
| 30D | -4.2% | +0.1% | -4.3% | -5.4% |
| 3M | +8.1% | +20.7% | -12.6% | -15.6% |
| 6M | +35.6% | +12.0% | +23.6% | +7.3% |
| YTD | +28.8% | -28.8% | +57.6% | +49.1% |
| 1Y | +39.8% | -25.5% | +65.3% | +50.6% |
| 3Y | +221.4% | -48.8% | +270.1% | +375.4% |
| 5Y | +146.9% | -42.7% | +189.7% | +238.2% |
| All | +1,199.1% | +103.1% | +1,096.0% | +506.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling